+1,144.9%
STX vs GRMN
+76.7%
+1,068.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.5% | +7.0% | +6.7% |
| 7D | +10.7% | +0.2% | +10.6% | +10.7% |
| 30D | +11.3% | -11.3% | +22.6% | +16.3% |
| 3M | +3.2% | +17.7% | -14.5% | -4.1% |
| 6M | +157.0% | +14.2% | +142.8% | +141.8% |
| YTD | +229.2% | +37.0% | +192.2% | +186.7% |
| 1Y | +381.8% | +17.0% | +364.9% | +341.4% |
| 3Y | +1,383.2% | +183.2% | +1,200.0% | +697.9% |
| 5Y | +1,144.9% | +77.3% | +1,067.6% | +658.3% |
| All | +1,144.9% | +76.7% | +1,068.2% | +658.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling